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EL Ezz Aldekhela Steel Alexandria Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, September 7, 2024 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EL Ezz Aldekhela Steel Alexandria SGARCH
paramt-stat
ω1.47445.74
α0.15917.03
β0.727720.22
γ10.57944.83
γ2-1.0772-5.46
γ30.90904.29
γ4-0.6117-2.18
γ50.27780.97
γ6-0.0825-0.36
γ7-0.0143-0.07
γ8-0.0474-0.17
γ90.36611.14
γ10-1.4283-3.95
Estimation Period:
Sep 27, 1996 to Sep 6, 2024
Impact of return on volatility tomorrow
Volatility Forecasts